+66.1%
AA vs MUB
+10.8%
+55.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +0.9% | +0.7% | +0.2% | -0.3% |
| 30D | -6.7% | +4.4% | -11.0% | -13.8% |
| 3M | -16.3% | -0.2% | -16.2% | -15.9% |
| 6M | -37.1% | -0.6% | -36.5% | -36.1% |
| YTD | -25.0% | +0.3% | -25.4% | -25.2% |
| 1Y | +8.6% | +0.8% | +7.8% | +7.7% |
| All | +66.1% | +10.8% | +55.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling